Hello Michael, Joshua, Thanks alot for your replies, this really helps. As to my main problem - I am tryin to identify a cyclic behavior in a time-series using FFT, and I am struggiling with missing samples. It is not trivial that linear interpolation is the answer (it probably is not), but right now, I am toying with it.
Thanks again for the help, Eran. On Sat, Sep 17, 2011 at 10:14 PM, R. Michael Weylandt < michael.weyla...@gmail.com> wrote: > How are your time samples missing? > > If they are recorded as NA, the na.locf() function will fill them with the > previous value (zero-order hold) and with the reversability arguments can > give linear interpolation: > > library(xts) > x = c(1:5,NA,6:10) > x = xts(x,Sys.Date()+0:10) > > na.locf(x) > (na.locf(x) + na.locf(x,fromLast=TRUE))/2 > > If the row is "missing" and you really want to put in data, the following > may work -- though most time series analysis techniques are usually able to > deal with irregularly spaced data, at least in my work -- > > library(xts) > x = c(1:10) > x = xts(x,c(Sys.Date() + 0:4,Sys.Date()+6:10)) > > tx = seq.Date(from = first(time(x)), to = last(time(x)), by = > min(diff(time(x)))) > > xNew = xts(rep(NA,length(tx)), tx) > xNew[time(x)] <- x > > then fill xNew as before. > > Hope this helps, > > Michael Weylandt > > On Mon, Sep 12, 2011 at 4:42 AM, Eran Eidinger <e...@taykey.com> wrote: > >> Hello, >> >> I have a time-series that has some missing samples. >> I was thinking on completing them using either zero-order hold or linear >> interpolation. >> I am looking for an efiicient way (other than a loop...) of identifiying >> the >> missing time slots and filling them. >> >> Can you think of any methods that might help here? (obviously >> which(diff(time)>min(diff(time))) will give the locations, but what >> then....?) >> >> Thanks, >> Eran. >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > -- * Eran Eidinger | Taykey Ltd | +972-54-5908077 | www.taykey.com * [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
